+29.0%
UPS vs XLC
0.0%
+29.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -2.9% | -0.8% | -2.0% | -2.5% |
| 30D | -3.5% | +1.0% | -4.6% | -3.9% |
| 3M | -5.7% | -0.7% | -5.0% | -4.9% |
| 6M | -4.4% | -5.1% | +0.8% | -2.2% |
| YTD | +8.0% | -4.3% | +12.3% | +9.8% |
| 1Y | +29.0% | -0.6% | +29.6% | +29.0% |
| All | +29.0% | 0.0% | +29.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling